Yessin Moahker

A RANDOM MATRIX PERSPECTIVE OF ECHO STATE NETWORKS: FROM PRECISE BIAS–VARIANCE CHARACTERIZATION TO OPTIMAL REGULARIZATION

We present a rigorous asymptotic analysis of Echo State Networks (ESNs) in a teacher student setting with a linear teacher with oracle weights. Leveraging random matrix theory, we derive closed form expressions for the asymptotic bias, variance, and mean-squared error (MSE) as functions of the input…